BlackRock Systematic Multi-Strategy ESG Screened Fund The Fund aims to achieve a total return on your investment through a combination of capital growth and income on the Fund’s assets, in a manner consistent with “ESG” focused investing. The Fund has a flexible approach to asset allocation and will seek to gain exposure across a variety of asset classes. In order to achieve its objective the Fund will invest globally in equity securities (e.g. shares), equity-related securities, fixed income (FI) securities (e.g. bonds), FI-related securities, money market instruments (MMIs) (e.g. debt instruments with short-term maturities), asset backed securities (ABS) and mortgage-backed securities (MBS) (i.e. financial securities backed by cash flows from debt), deposits, cash and other funds (including exchange traded funds). The FI securities and MMIs may be issued by governments, government agencies, companies and supranationals (e.g. the International Bank for Reconstruction and Development) globally and may include investments with a relatively low credit rating or which are unrated. The Fund may take long, synthetic long and synthetic short exposures. The Fund may have exposure to both developed and emerging markets, however, no more than 20% of the Fund’s assets shall be invested in securities issued by issuers established in emerging markets. In order to determine long and short exposures, the investment manager (IM) will use quantitative (i.e. mathematical or statistical) models to score and rank securities broadly according to three categories: fundamental information about the issuer of a security (e.g. financial reports), market sentiment towards the security and comparison of the its market price with its intrinsic value. The lowest-scoring securities are then further analysed by the IM for exclusion from the Fund’s portfolio. Net Assets of Fund USD 92,884,465 Share Class launch date 31/Mar/2022 Fund Launch Date 14/Jun/2021 Share Class Currency GBP Fund Base Currency USD Asset Class Fixed Income Target Benchmark 1 ICE BofAML 3 Month Treasury Bill Index SFDR Classification Article 8 Initial Charge 0.00% Ongoing Charges Figures 0.90% ISIN IE000B9P6T25 Annual Management Fee 0.00% Performance Fee 0.00% Minimum Initial Investment GBP 5,000.00 Minimum Subsequent Investment GBP 1,000.00 Use of Income Accumulating Domicile Ireland Regulatory Structure UCITS Management Company BlackRock Asset Management Ireland Limited Morningstar Category - Dealing Settlement Trade Date + 3 days Dealing Frequency Daily, forward pricing basis Bloomberg Ticker USMS-AG SEDOL BPSJTB7 29-Feb-2024 BlackRock Systematic Multi-Strategy ESG Screened Fund Inception Date 31/Mar/2022 Fund Holdings as of - Total Net Assets GBP 3,477,032.98 Number of Securities 1,408.00 Shares Outstanding 32,423.27 Name Weight (%) UNITED STATES TREASURY 6.4334 ISHARESBROAD USD HIGHYIELDCORPBONDUSD INC 4.8789 UNIFORM MBS 4.5553 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 3.374 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.1043 FEDERAL HOME LOAN MORTGAGE CORPORATION 1.2784 MCDONALDS CORPORATION 1.2212 JPMORGAN CHASE & CO 1.1576 CAS_18-C03-1B1 1.1141 BANK OF AMERICA CORP 1.0994 As Of NAV per Share Daily NAV Change Daily NAV Change % 28/Mar/2024 107.238813 0.094427 0.08813060910162852 27/Mar/2024 107.144386 -0.047516 -0.044327975447249736 26/Mar/2024 107.191902 0.101558 0.0948339469336283 25/Mar/2024 107.090344 -0.067587 -0.0630723263964475 22/Mar/2024 107.157931 0.207047 0.1935907327329805 21/Mar/2024 106.950884 0.388347 0.3644310758104417 20/Mar/2024 106.562537 0.085025 0.07985254200905821 19/Mar/2024 106.477512 0.373592 0.3521000920606892 18/Mar/2024 106.10392 0.047654 0.044932752959641255 15/Mar/2024 106.056266 -0.051567 -0.04859867414312382 14/Mar/2024 106.107833 -0.402135 -0.3775562114524342 13/Mar/2024 106.509968 0.222107 0.20896741914864578 12/Mar/2024 106.287861 0.051315 0.048302586945927255 11/Mar/2024 106.236546 0.056098 0.05283270230692566 08/Mar/2024 106.180448 0.299818 0.2831660521853714 07/Mar/2024 105.88063 0.080639 0.0762183429675339 06/Mar/2024 105.799991 0.204537 0.19369867949050154 05/Mar/2024 105.595454 0.051679 0.0489645173294209 04/Mar/2024 105.543775 0.242863 0.23063712876484868 01/Mar/2024 105.300912 0.205325 0.1953697637180522 29/Feb/2024 105.095587 0.060194 0.05730830178357118 28/Feb/2024 105.035393 0.100861 0.09611802528456505 27/Feb/2024 104.934532 -0.10752 -0.10235900570563873 26/Feb/2024 105.042052 -0.041157 -0.03916610502444782 23/Feb/2024 105.083209 0.25933 0.24739592016051992 22/Feb/2024 104.823879 -0.002451 -0.0023381530193797686 21/Feb/2024 104.82633 0.059485 0.056778458872174684 20/Feb/2024 104.766845 0.0591 0.05644281614507122 16/Feb/2024 104.707745 -0.238788 -0.22753300483018338 15/Feb/2024 104.946533 0.089131 0.08500210600296963 14/Feb/2024 104.857402 0.142977 0.1365399275219245 13/Feb/2024 104.714425 -0.21232 -0.20235069714589926 12/Feb/2024 104.926745 -0.093191 -0.08873648523267048 09/Feb/2024 105.019936 0.080343 0.07656118887367898 08/Feb/2024 104.939593 -0.227768 -0.21657670006571716 07/Feb/2024 105.167361 -0.085524 -0.08125572994982513 06/Feb/2024 105.252885 0.491164 0.4688391860229177 05/Feb/2024 104.761721 -0.361366 -0.3437551258364397 02/Feb/2024 105.123087 -0.385311 -0.36519462649788315 01/Feb/2024 105.508398 -0.058379 -0.055300542139313395 31/Jan/2024 105.566777 0.563179 0.5363425737087599 30/Jan/2024 105.003598 -0.02504 -0.023841116553372805 29/Jan/2024 105.028638 0.250006 0.23860399322640516 26/Jan/2024 104.778632 -0.017885 -0.01706640689212982 25/Jan/2024 104.796517 0.190804 0.1824030394974699 24/Jan/2024 104.605713 0.177857 0.17031566749776036 23/Jan/2024 104.427856 -0.247057 -0.23602312428002686 22/Jan/2024 104.674913 0.115507 0.11047021441571693 19/Jan/2024 104.559406 0.205901 0.19731105342364877 18/Jan/2024 104.353505 -0.152678 -0.14609470522906765 17/Jan/2024 104.506183 -0.502592 -0.4786190487414028 16/Jan/2024 105.008775 -0.183343 -0.17429347700746933 12/Jan/2024 105.192118 0.432524 0.4128729250325273 11/Jan/2024 104.759594 0.083172 0.07945628863776028 10/Jan/2024 104.676422 0.258827 0.24787680658609307 09/Jan/2024 104.417595 -0.030803 -0.029491117709627295 08/Jan/2024 104.448398 0.042258 0.04047463108970411 05/Jan/2024 104.40614 -0.05254 -0.0502973998905596 04/Jan/2024 104.45868 0.079669 0.0763266477012318 03/Jan/2024 104.379011 -0.026048 -0.024948982596714974 02/Jan/2024 104.405059 -0.041486 -0.03971983946429248 28/Dec/2023 104.446545 0.042123 0.040345992241592986 27/Dec/2023 104.404422 0.31452 0.30216187541419726 21/Dec/2023 104.089902 0.006262 0.006016315340239831 20/Dec/2023 104.08364 0.066136 0.06358160641885811 19/Dec/2023 104.017504 0.134169 0.1291535355502401 18/Dec/2023 103.883335 0.134634 0.12976933561799486 15/Dec/2023 103.748701 -0.155376 -0.1495379242914597 14/Dec/2023 103.904077 0.649719 0.6292412374497549 13/Dec/2023 103.254358 0.389454 0.37860726531179184 12/Dec/2023 102.864904 -0.062399 -0.06062434182308265 11/Dec/2023 102.927303 0.084483 0.0821476890657024 08/Dec/2023 102.84282 -0.188236 -0.18269831185657265 07/Dec/2023 103.031056 -0.037959 -0.0368287210273621 06/Dec/2023 103.069015 0.019325 0.018753088922441204 05/Dec/2023 103.04969 0.1725 0.16767565288282077 04/Dec/2023 102.87719 0.29491 0.2874862988032631 01/Dec/2023 102.58228 0.344022 0.33649047502354745 30/Nov/2023 102.238258 -0.004088 -0.0039983433087499775 29/Nov/2023 102.242346 0.30505 0.2992525915146896 28/Nov/2023 101.937296 0.283538 0.278925251341913 27/Nov/2023 101.653758 0.170089 0.16760233609606684 24/Nov/2023 101.483669 -0.085383 -0.08406399224834746 22/Nov/2023 101.569052 0.206096 0.20332477280950648 21/Nov/2023 101.362956 0.077769 0.07678220508197314 20/Nov/2023 101.285187 0.043148 0.04261865962616577 17/Nov/2023 101.242039 0.181632 0.17972617110081499 16/Nov/2023 101.060407 0.103243 0.10226416423504131 15/Nov/2023 100.957164 -0.212736 -0.21027598129483177 14/Nov/2023 101.1699 0.635335 0.6319567802377222 13/Nov/2023 100.534565 -0.13609 -0.1351833858635369 09/Nov/2023 100.670655 -0.027124 -0.026936045928083477 08/Nov/2023 100.697779 0.134846 0.13409115662925225 07/Nov/2023 100.562933 -0.050137 -0.04983149803499685 06/Nov/2023 100.61307 -0.11229 -0.11148135881569447 03/Nov/2023 100.72536 0.24126 0.24009768709676457 02/Nov/2023 100.4841 0.197854 0.19728926736374197 01/Nov/2023 100.286246 0.429625 0.4302418765001071 31/Oct/2023 99.856621 -0.011243 -0.01125787570664373 30/Oct/2023 99.867864 -0.039845 -0.03988180731879259 27/Oct/2023 99.907709 0.098156 0.09834329184902772 26/Oct/2023 99.809553 -0.160973 -0.1610204591701358 25/Oct/2023 99.970526 0.015535 0.015541995296663075 24/Oct/2023 99.954991 0.092193 0.09231966442598574 23/Oct/2023 99.862798 -0.204089 -0.2039525822363196 20/Oct/2023 100.066887 0.186573 0.18679656934198263 19/Oct/2023 99.880314 -0.097428 -0.09744969035207857 18/Oct/2023 99.977742 0.176449 0.1768003146011345 17/Oct/2023 99.801293 -0.382217 -0.3815168783764913 16/Oct/2023 100.18351 -0.062637 -0.06248319947897848 13/Oct/2023 100.246147 0.253858 0.25387757649992393 12/Oct/2023 99.992289 -0.033642 -0.03363327855453802 11/Oct/2023 100.025931 -0.0384 -0.038375312777537085 10/Oct/2023 100.064331 0.732851 0.7377832284387588 06/Oct/2023 99.33148 0.014846 0.014948150578683527 05/Oct/2023 99.316634 -0.134938 -0.13568211873010916 04/Oct/2023 99.451572 -0.179616 -0.18028089758399748 03/Oct/2023 99.631188 -0.254424 -0.25471536381035537 02/Oct/2023 99.885612 -0.365642 -0.3647256123100465 29/Sept/2023 100.251254 -0.079176 -0.07891524037124131 28/Sept/2023 100.33043 -0.050415 -0.05022372545279929 27/Sept/2023 100.380845 0.030891 0.030783272705835023 26/Sept/2023 100.349954 -0.195841 -0.19477791189576849 25/Sept/2023 100.545795 -0.016499 -0.016406745852476277 22/Sept/2023 100.562294 0.092163 0.09173174065036305 21/Sept/2023 100.470131 -0.045678 -0.045443597832456384 20/Sept/2023 100.515809 0.192464 0.1918436830430644 19/Sept/2023 100.323345 -0.12798 -0.1274049894314485 18/Sept/2023 100.451325 -0.052838 -0.052572946654955974 15/Sept/2023 100.504163 -0.12884 -0.12802956898742254 14/Sept/2023 100.633003 0.187403 0.18657163678647945 13/Sept/2023 100.4456 -0.181671 -0.18053853413156756 12/Sept/2023 100.627271 0.027108 0.026946278407123457 11/Sept/2023 100.600163 -0.063343 -0.06292548562733351 08/Sept/2023 100.663506 0.304696 0.3036066290542903 07/Sept/2023 100.35881 0.170985 0.17066444949773088 06/Sept/2023 100.187825 -0.076797 -0.07659431459283814 05/Sept/2023 100.264622 -0.059106 -0.058915274759327126 01/Sept/2023 100.323728 0.202515 0.2022698226798351 31/Aug/2023 100.121213 -0.244883 -0.24398976323638213 30/Aug/2023 100.366096 0.265042 0.26477443484261415 29/Aug/2023 100.101054 0.05824 0.05821507579744808 25/Aug/2023 100.042814 -0.085638 -0.08552813739695087 24/Aug/2023 100.128452 0.143008 0.14302881927493366 23/Aug/2023 99.985444 0.183022 0.18338432708576952 22/Aug/2023 99.802422 0.047116 0.04723157282480794 21/Aug/2023 99.755306 -0.109935 -0.11008334721787734 18/Aug/2023 99.865241 0.039585 0.03965413460443475 17/Aug/2023 99.825656 -0.139779 -0.13982733131706976 16/Aug/2023 99.965435 0.198359 0.19882210439844905 15/Aug/2023 99.767076 -0.013818 -0.013848342549426346 14/Aug/2023 99.780894 -0.075347 -0.07545547403491785 11/Aug/2023 99.856241 -0.082785 -0.08283550812272275 10/Aug/2023 99.939026 0.02727 0.027294085392713947 09/Aug/2023 99.911756 0.232256 0.23300277389031848 08/Aug/2023 99.6795 0.13725 0.13788115096855857 07/Aug/2023 99.54225 0.093868 0.09438866486535699 04/Aug/2023 99.448382 -0.03587 -0.03605595788165548 03/Aug/2023 99.484252 -0.034999 -0.035168070145544 02/Aug/2023 99.519251 -0.014703 -0.014771843586159553 01/Aug/2023 99.533954 0.13236 0.1331568183906588 31/Jul/2023 99.401594 0.008411 0.008462350984372842 28/Jul/2023 99.393183 -0.090175 -0.09064330136503836 27/Jul/2023 99.483358 0.259897 0.2619309963396661 26/Jul/2023 99.223461 0.056303 0.05677585315089901 25/Jul/2023 99.167158 0.098752 0.09968061866262388 24/Jul/2023 99.068406 0.176881 0.17886365894347367 21/Jul/2023 98.891525 0.132871 0.13454112082167502 20/Jul/2023 98.758654 0.182078 0.18470716613244914 19/Jul/2023 98.576576 -0.212988 -0.21559767183505335 18/Jul/2023 98.789564 0.188062 0.19072934609048856 17/Jul/2023 98.601502 -0.114595 -0.11608542424443706 14/Jul/2023 98.716097 -0.091115 -0.09221492860258014 13/Jul/2023 98.807212 0.229618 0.23293122775952516 12/Jul/2023 98.577594 0.256071 0.26044246690523704 11/Jul/2023 98.321523 0.044486 0.04526591496648398 10/Jul/2023 98.277037 0.147118 0.14992165641143554 07/Jul/2023 98.129919 -0.046359 -0.04722016452895067 06/Jul/2023 98.176278 -0.251401 -0.25541697473126435 05/Jul/2023 98.427679 -0.155899 -0.15813891437375097 03/Jul/2023 98.583578 0.107053 0.10870915682696967 30/Jun/2023 98.476525 0.162681 0.16547110089602438 29/Jun/2023 98.313844 -0.030236 -0.03074511450002888 28/Jun/2023 98.34408 -0.227774 -0.2310740751614553 27/Jun/2023 98.571854 0.192966 0.19614574216370487 26/Jun/2023 98.378888 -0.098545 -0.10006861165847002 23/Jun/2023 98.477433 -0.064005 -0.0649523705956067 22/Jun/2023 98.541438 -0.012143 -0.01232121641526146 21/Jun/2023 98.553581 0.114233 0.1160440436887087 20/Jun/2023 98.439348 -0.113668 -0.11533690658437079 16/Jun/2023 98.553016 0.22913 0.23303594815200857 15/Jun/2023 98.323886 0.208609 0.212616226930695 14/Jun/2023 98.115277 -0.254663 -0.2588829473719309 13/Jun/2023 98.36994 0.15861 0.16149867841113646 12/Jun/2023 98.21133 -0.367721 -0.373021444485198 09/Jun/2023 98.579051 0.062086 0.06302061781947911 08/Jun/2023 98.516965 -0.02755 -0.027956908611301196 07/Jun/2023 98.544515 0.218637 0.2223595704886561 06/Jun/2023 98.325878 -0.260971 -0.2647117771255677 05/Jun/2023 98.586849 0.076327 0.0774810633934109 02/Jun/2023 98.510522 0.228156 0.2321433735121924 01/Jun/2023 98.282366 0.235821 0.24051943900725925 31/May/2023 98.046545 0.199409 0.20379646063426934 30/May/2023 97.847136 -0.310172 -0.31599481110464034 26/May/2023 98.157308 -0.449812 -0.45616584279106825 25/May/2023 98.60712 -0.40837 -0.41243041871529396 24/May/2023 99.01549 0.125858 0.12727117843860516 23/May/2023 98.889632 -0.115518 -0.11667877883120222 22/May/2023 99.00515 0.002634 0.0026605384453057736 19/May/2023 99.002516 0.178251 0.18037169312617707 18/May/2023 98.824265 -0.138619 -0.14007170607517866 17/May/2023 98.962884 -0.031685 -0.03200680635318489 16/May/2023 98.994569 -0.229957 -0.23175419351461554 15/May/2023 99.224526 -0.197769 -0.1989181601571358 12/May/2023 99.422295 0.103772 0.1044840346649134 11/May/2023 99.318523 0.063092 0.0635652874249269 10/May/2023 99.255431 0.19076 0.19256107962040273 09/May/2023 99.064671 -0.006717 -0.006779959517676284 05/May/2023 99.071388 0.26247 0.26563391778057927 04/May/2023 98.808918 -0.003483 -0.0035248612165592456 03/May/2023 98.812401 0.110688 0.11214395032840008 02/May/2023 98.701713 -0.095149 -0.09630771471263935 28/Apr/2023 98.796862 0.028854 0.029213913071933172 27/Apr/2023 98.768008 -0.325621 -0.3285993290244724 26/Apr/2023 99.093629 -0.128755 -0.12976406614055958 25/Apr/2023 99.222384 0.12602 0.12716914618582775 24/Apr/2023 99.096364 0.163592 0.16535673335828496 21/Apr/2023 98.932772 -0.014199 -0.014350110828556844 20/Apr/2023 98.946971 -0.067359 -0.06802954683428146 19/Apr/2023 99.01433 -0.083334 -0.08409279960423689 18/Apr/2023 99.097664 -0.108213 -0.10907922319964976 17/Apr/2023 99.205877 -0.128188 -0.12904737161415875 14/Apr/2023 99.334065 0.011301 0.011378056293318619 13/Apr/2023 99.322764 0.179524 0.18107538143800828 12/Apr/2023 99.14324 0.28012 0.2833412500030345 11/Apr/2023 98.86312 -0.418052 -0.4210788325504457 06/Apr/2023 99.281172 -0.016293 -0.016408273866810194 05/Apr/2023 99.297465 0.225547 0.22765987027726667 04/Apr/2023 99.071918 -0.089561 -0.09031833823293418 03/Apr/2023 99.161479 0.365465 0.369918770204636 31/Mar/2023 98.796014 0.038034 0.038512330851643586 30/Mar/2023 98.75798 -0.021048 -0.02130816674972748 29/Mar/2023 98.779028 0.050074 0.05071865746698785 28/Mar/2023 98.728954 0.055008 0.0557472384858309 27/Mar/2023 98.673946 0.064834 0.06574848782737239 24/Mar/2023 98.609112 0.026875 0.027261503510008604 23/Mar/2023 98.582237 0.130165 0.13221153943819486 22/Mar/2023 98.452072 0.001028 0.0010441737926110768 21/Mar/2023 98.451044 0.116418 0.11838963011869288 20/Mar/2023 98.334626 0.146877 0.14958790836522792 17/Mar/2023 98.187749 -0.056812 -0.057827119813787964 16/Mar/2023 98.244561 -0.103696 -0.1054375574749637 15/Mar/2023 98.348257 -0.037939 -0.038561303864212824 14/Mar/2023 98.386196 -0.173443 -0.1759777143664254 13/Mar/2023 98.559639 -0.071655 -0.0726493560958452 10/Mar/2023 98.631294 0.225644 0.22929984203142809 09/Mar/2023 98.40565 -0.209899 -0.21284574504574325 08/Mar/2023 98.615549 -0.314093 -0.3174912934588402 07/Mar/2023 98.929642 -0.080755 -0.08156214139814023 06/Mar/2023 99.010397 -0.082297 -0.08305052237251719 03/Mar/2023 99.092694 0.07397 0.07470304303254807 02/Mar/2023 99.018724 -0.092354 -0.09318231812593139 01/Mar/2023 99.111078 -0.060245 -0.060748408085672105 28/Feb/2023 99.171323 -0.162531 -0.1636209544431851 27/Feb/2023 99.333854 0.174926 0.17640973286843117 24/Feb/2023 99.158928 -0.261514 -0.2630384604405601 23/Feb/2023 99.420442 0.00832 0.008369200689630185 22/Feb/2023 99.412122 0.146896 0.14798334312964745 21/Feb/2023 99.265226 0.004797 0.00483274155504607 17/Feb/2023 99.260429 -0.014471 -0.014576695619940187 16/Feb/2023 99.2749 -0.091996 -0.09258214123947275 15/Feb/2023 99.366896 -0.434032 -0.43489775966812655 14/Feb/2023 99.800928 -0.115147 -0.11524371829057536 13/Feb/2023 99.916075 -0.030173 -0.030189227313465534 10/Feb/2023 99.946248 0.092009 0.09214330900864409 09/Feb/2023 99.854239 0.244144 0.24509965581299767 08/Feb/2023 99.610095 0.300056 0.3021406526685585 07/Feb/2023 99.310039 0.048064 0.048421361755093026 06/Feb/2023 99.261975 -0.150746 -0.15163652949404735 03/Feb/2023 99.412721 -0.077307 -0.07770326489404546 02/Feb/2023 99.490028 0.074559 0.07499738295254635 01/Feb/2023 99.415469 -0.133614 -0.13421921726792801 31/Jan/2023 99.549083 0.08855 0.08903028902931778 30/Jan/2023 99.460533 -0.077036 -0.07739389335498037 27/Jan/2023 99.537569 0.056977 0.0572744882740545 26/Jan/2023 99.480592 0.078751 0.079224890814648 25/Jan/2023 99.401841 0.295851 0.29851979683569074 24/Jan/2023 99.10599 -0.186709 -0.18803900173969487 23/Jan/2023 99.292699 -0.157323 -0.1581930268451826 20/Jan/2023 99.450022 -0.043936 -0.04415946544211258 19/Jan/2023 99.493958 0.067674 0.06806449690908693 18/Jan/2023 99.426284 0.148496 0.1495762576821313 17/Jan/2023 99.277788 -0.086168 -0.08671957465139572 13/Jan/2023 99.363956 -0.026981 -0.02714633830245508 12/Jan/2023 99.390937 -0.049035 -0.04931115628230467 11/Jan/2023 99.439972 0.12758 0.12846332409353306 10/Jan/2023 99.312392 -0.051503 -0.051832710462889967 09/Jan/2023 99.363895 0.353377 0.3569085458173242 06/Jan/2023 99.010518 0.00838 0.008464463666431122 05/Jan/2023 99.002138 -0.132728 -0.13388629586688502 04/Jan/2023 99.134866 -0.154804 -0.15591148605892236 03/Jan/2023 99.28967 0.074551 0.0751407655923892 29/Dec/2022 99.215119 -0.410853 -0.41239547454553316 22/Dec/2022 99.625972 -0.042593 -0.04273463754595042 21/Dec/2022 99.668565 0.180898 0.18182957290575524 20/Dec/2022 99.487667 -0.150256 -0.1508020194278839 19/Dec/2022 99.637923 0.016549 0.01661189696098751 16/Dec/2022 99.621374 -0.014644 -0.014697496240767069 15/Dec/2022 99.636018 0.018616 0.018687497993573454 14/Dec/2022 99.617402 -0.061457 -0.06165499948188612 13/Dec/2022 99.678859 0.49523 0.499306190944072 12/Dec/2022 99.183629 0.072193 0.07284023207977736 09/Dec/2022 99.111436 0.133183 0.1345578407006234 08/Dec/2022 98.978253 0.043758 0.04422926503036176 07/Dec/2022 98.934495 0.129644 0.1312121810699355 06/Dec/2022 98.804851 -0.117664 -0.11894562122687641 05/Dec/2022 98.922515 0.024913 0.02519070179274923 02/Dec/2022 98.897602 -0.120459 -0.12165356378772152 01/Dec/2022 99.018061 0.398068 0.4036382359102378 30/Nov/2022 98.619993 0.134741 0.13681337790555687 29/Nov/2022 98.485252 -0.213973 -0.21679298900269986 28/Nov/2022 98.699225 0.217251 0.22059976173913817 25/Nov/2022 98.481974 0.072033 0.07319687347439828 23/Nov/2022 98.409941 0.063725 0.06479659573277328 22/Nov/2022 98.346216 0.165342 0.16840550838852789 21/Nov/2022 98.180874 0.127588 0.1301210853861644 18/Nov/2022 98.053286 0.05322 0.05430608587549319 17/Nov/2022 98.000066 -0.159432 -0.16242136853633868 16/Nov/2022 98.159498 0.463623 0.47455739559116494 15/Nov/2022 97.695875 -0.005023 -0.005141201465722454 14/Nov/2022 97.700898 0.323591 0.332306376063573 10/Nov/2022 97.377307 0.155119 0.15955102759053313 09/Nov/2022 97.222188 0.051568 0.05306953892030328 08/Nov/2022 97.17062 -0.205092 -0.21061925585714844 07/Nov/2022 97.375712 0.298725 0.30771968643814623 04/Nov/2022 97.076987 0.41679 0.43119092753349136 03/Nov/2022 96.660197 -0.72701 -0.7465148887574115 02/Nov/2022 97.387207 0.260065 0.2677572866295191 01/Nov/2022 97.127142 -0.259156 -0.2661113578832209 28/Oct/2022 97.386298 0.066672 0.0685082780733251 27/Oct/2022 97.319626 0.06409 0.06589856231937274 26/Oct/2022 97.255536 0.42007 0.4337976749138585 25/Oct/2022 96.835466 0.010165 0.010498289078388717 24/Oct/2022 96.825301 0.40773 0.4228793525611634 21/Oct/2022 96.417571 -0.210628 -0.21797777685994127 20/Oct/2022 96.628199 -0.209078 -0.2159065253352797 19/Oct/2022 96.837277 -0.39286 -0.40405167792780133 18/Oct/2022 97.230137 0.124496 0.12820676401281364 17/Oct/2022 97.105641 -0.159295 -0.16377433281814938 14/Oct/2022 97.264936 0.510355 0.5274737327424321 13/Oct/2022 96.754581 -0.277455 -0.2859416450871957 12/Oct/2022 97.032036 0.232104 0.2397770279425403 11/Oct/2022 96.799932 -0.042248 -0.043625618506316154 07/Oct/2022 96.84218 -0.308974 -0.3180343076521767 06/Oct/2022 97.151154 -0.228028 -0.2341650395050556 05/Oct/2022 97.379182 -0.117503 -0.12051999511573137 04/Oct/2022 97.496685 0.412453 0.4248403592459793 03/Oct/2022 97.084232 -0.041165 -0.04238335314088858 30/Sept/2022 97.125397 0.286696 0.2960551897531133 29/Sept/2022 96.838701 0.075901 0.07844026836759581 28/Sept/2022 96.7628 0.241728 0.2504406498924919 27/Sept/2022 96.521072 -0.27478 -0.2838758007936125 26/Sept/2022 96.795852 -0.387708 -0.398944018926658 23/Sept/2022 97.18356 -0.52699 -0.5393378708849761 22/Sept/2022 97.71055 -0.326611 -0.3331502020953055 21/Sept/2022 98.037161 0.217129 0.22196782761224204 20/Sept/2022 97.820032 -0.422922 -0.43048583412913255 16/Sept/2022 98.242954 -0.781837 -0.7895366322964519 15/Sept/2022 99.024791 -0.091743 -0.09256074269102267 14/Sept/2022 99.116534 -0.3094 -0.31118641540747305 13/Sept/2022 99.425934 -0.646176 -0.6457103782462467 12/Sept/2022 100.07211 0.118303 0.11835767295987035 09/Sept/2022 99.953807 0.26047 0.26127122216803716 08/Sept/2022 99.693337 0.079463 0.07977101663569475 07/Sept/2022 99.613874 -0.218855 -0.21922169432030653 06/Sept/2022 99.832729 -0.383958 -0.3831278118383618 02/Sept/2022 100.216687 0.253991 0.25408578416092337 01/Sept/2022 99.962696 -0.655213 -0.6511892430600997 31/Aug/2022 100.617909 0.085711 0.08525726255383374 30/Aug/2022 100.532198 -0.46937 -0.4647155576832233 26/Aug/2022 101.001568 0.190575 0.1890418835572823 25/Aug/2022 100.810993 -0.045109 -0.04472609897217721 24/Aug/2022 100.856102 -0.250931 -0.24818352646150738 23/Aug/2022 101.107033 -0.035412 -0.035012007075763296 22/Aug/2022 101.142445 -0.271601 -0.26781398702897624 19/Aug/2022 101.414046 -0.21541 -0.21195626590778957 18/Aug/2022 101.629456 0.105876 0.10428710256277408 17/Aug/2022 101.52358 0.022009 0.02168340823020365 16/Aug/2022 101.501571 0.142299 0.14039070840998147 15/Aug/2022 101.359272 0.024014 0.023697576217746444 12/Aug/2022 101.335258 -0.168218 -0.16572634418943447 11/Aug/2022 101.503476 0.343028 0.33909300203969045 10/Aug/2022 101.160448 0.132113 0.13076826417064083 09/Aug/2022 101.028335 0.265071 0.26306313380241436 08/Aug/2022 100.763264 0.035208 0.03495351880909923 05/Aug/2022 100.728056 -0.54687 -0.5399855834009694 04/Aug/2022 101.274926 0.423916 0.42033887414712057 03/Aug/2022 100.85101 -0.34876 -0.34462528916814733 02/Aug/2022 101.19977 -0.043553 -0.043018145502790345 29/Jul/2022 101.243323 -0.04769 -0.04708216315301339 28/Jul/2022 101.291013 0.235407 0.23294798707159303 27/Jul/2022 101.055606 -0.035951 -0.03556281164014518 26/Jul/2022 101.091557 0.135145 0.1338647019270059 25/Jul/2022 100.956412 0.039583 0.039223388598545836 22/Jul/2022 100.916829 0.697565 0.6960388374035554 21/Jul/2022 100.219264 -0.322561 -0.32082270239276045 20/Jul/2022 100.541825 0.258426 0.257695692983043 19/Jul/2022 100.283399 0.078825 0.07866407375775082 18/Jul/2022 100.204574 0.113439 0.11333571149932509 15/Jul/2022 100.091135 0.375419 0.3764892988383095 14/Jul/2022 99.715716 -0.267545 -0.26758979185525866 13/Jul/2022 99.983261 -0.224494 -0.22402856944554841 12/Jul/2022 100.207755 0.166528 0.16645937379396597 11/Jul/2022 100.041227 0.062847 0.06286059045965738 08/Jul/2022 99.97838 -0.087458 -0.08740045728693142 07/Jul/2022 100.065838 0.008743 0.008738011032600936 06/Jul/2022 100.057095 0.21069 0.21101410711782762 05/Jul/2022 99.846405 -0.094455 -0.09451089374255935 01/Jul/2022 99.94086 0.107191 0.10736958891093144 30/Jun/2022 99.833669 0.029182 0.029239166371347613 29/Jun/2022 99.804487 -0.067633 -0.06771959982425525 28/Jun/2022 99.87212 0.02818 0.028224046446885007 27/Jun/2022 99.84394 0.384728 0.38681987546814667 24/Jun/2022 99.459212 -0.20429 -0.20497975276847086 23/Jun/2022 99.663502 -0.07815 -0.07835242191496888 22/Jun/2022 99.741652 -0.065406 -0.06553243959961229 21/Jun/2022 99.807058 0.054995 0.05513169186285401 17/Jun/2022 99.752063 -0.036939 -0.03701710535195051 16/Jun/2022 99.789002 0.001152 0.0011544491639012165 15/Jun/2022 99.78785 -0.070536 -0.07063603050824395 14/Jun/2022 99.858386 -0.067433 -0.06748305960844814 13/Jun/2022 99.925819 -0.694826 -0.690540196795598 10/Jun/2022 100.620645 -0.525993 -0.5200301368395458 09/Jun/2022 101.146638 -0.14006 -0.13828074442707175 08/Jun/2022 101.286698 0.288408 0.2855573099306929 07/Jun/2022 100.99829 -0.415706 -0.40990989054410204 01/Jun/2022 101.413996 0.019884 0.019610606185889768 31/May/2022 101.394112 -0.166789 -0.1642256009524768 27/May/2022 101.560901 0.088021 0.08674337419022699 26/May/2022 101.47288 0.315493 0.3118833031936659 25/May/2022 101.157387 0.388525 0.38556057128044174 24/May/2022 100.768862 0.06736 0.06689075998091866 23/May/2022 100.701502 0.226648 0.22557683935524803 20/May/2022 100.474854 0.380387 0.3800279989502317 19/May/2022 100.094467 -0.158503 -0.15810304672270556 18/May/2022 100.25297 -0.288307 -0.28675486188622806 17/May/2022 100.541277 -0.070026 -0.06960052987287124 16/May/2022 100.611303 0.093321 0.0928401049674873 13/May/2022 100.517982 0.190851 0.19022870294177952 12/May/2022 100.327131 0.190178 0.18991790173603545 11/May/2022 100.136953 -0.027101 -0.02705661254485566 10/May/2022 100.164054 0.566282 0.5685689434900211 09/May/2022 99.597772 0.015501 0.015566023795540875 06/May/2022 99.582271 -0.258517 -0.258929246431829 05/May/2022 99.840788 0.143152 0.1435861528351585 04/May/2022 99.697636 0.03494 0.03505825288932581 03/May/2022 99.662696 0.166081 0.16692125656737167 29/Apr/2022 99.496615 -0.134399 -0.13489675012240665 28/Apr/2022 99.631014 0.244394 0.24590231562357187 27/Apr/2022 99.38662 0.148872 0.15001549611948067 26/Apr/2022 99.237748 0.399505 0.40420083145346886 25/Apr/2022 98.838243 -0.19232 -0.19420267256281276 22/Apr/2022 99.030563 -0.385445 -0.3877091906566999 21/Apr/2022 99.416008 0.269811 0.2721344924606639 20/Apr/2022 99.146197 0.305461 0.30904363156502596 19/Apr/2022 98.840736 -0.380451 -0.383437259221662 14/Apr/2022 99.221187 0.086317 0.08707027103581212 13/Apr/2022 99.13487 -0.171745 -0.1729441689257055 12/Apr/2022 99.306615 0.030458 0.030680075579476752 11/Apr/2022 99.276157 -0.408663 -0.40995509647306383 08/Apr/2022 99.68482 0.15702 0.15776496617025595 07/Apr/2022 99.5278 0.18176 0.18295646207941454 06/Apr/2022 99.34604 -0.321147 -0.3222193880118238 05/Apr/2022 99.667187 0.081964 0.08230538380177148 04/Apr/2022 99.585223 -0.061544 -0.06176216434598425 01/Apr/2022 99.646767 -0.353233 -0.353233 31/Mar/2022 100 -- -- BlackRock Systematic Multi-Strategy ESG Screened Fund Fund Inception 31-Mar-2022 Month End Date Monthly Total (NAV) Return 31/Mar/2022 -- 30/Apr/2022 -0.503385 31/May/2022 1.907097 30/Jun/2022 -1.538988 31/Jul/2022 1.412003 31/Aug/2022 -0.617734 30/Sept/2022 -3.471064 31/Oct/2022 0.337841 30/Nov/2022 1.196947 31/Dec/2022 0.623682 31/Jan/2023 0.316436 28/Feb/2023 -0.379471 31/Mar/2023 -0.378445 30/Apr/2023 0.000858 31/May/2023 -0.759454 30/Jun/2023 0.438547 31/Jul/2023 0.93938 31/Aug/2023 0.723951 30/Sept/2023 0.129884 31/Oct/2023 -0.393644 30/Nov/2023 2.385057 31/Dec/2023 2.118419 31/Jan/2024 1.113638 29/Feb/2024 -0.446343